Open AccessRandom Walk, Ergodicity versus Predictability – The Case of the Budapest Stock Exchange
Author(s) -
Iván Bélyácz,
Nagy Bálint Zsolt
Publication year - 2016
Publication title -
advances in economics and business
Language(s) - English
Resource type - Journals
eISSN - 2331-5075
pISSN - 2331-5059
DOI - 10.13189/aeb.2016.040403
Subject(s) - predictability , random walk , ergodicity , stock exchange , stock (firearms) , econometrics , economics , financial economics , mathematics , statistics , geography , finance , archaeology
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